On Measuring Loss Robustness Using Maximum A Posteriori Estimate
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Publication:3155313
DOI10.1081/STA-120029826zbMath1114.62322MaRDI QIDQ3155313
Dey, Dipak K., Athanasios C. Micheas
Publication date: 14 January 2005
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
62F10: Point estimation
62F15: Bayesian inference
62F35: Robustness and adaptive procedures (parametric inference)
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Cites Work
- Statistical decision theory and Bayesian analysis. 2nd ed
- Stable decision problems
- Conjugate priors for exponential families
- Some aspects of Bayesian loss-robustness
- An overview of robust Bayesian analysis. (With discussion)
- Bayesian Estimation and Prediction Using Asymmetric Loss Functions
- PLU Robust Bayesian Decision Theory: Point Estimation
- Estimation with Incompletely Specified Loss Functions (the Case of Several Location Parameters)